Analysis run in : 2024-04-07 08:50
Download data of year: 2024
Download data of year: 2023
Download data of year: 2022
Download data of year: 2021
Download data of year: 2020
Download data of year: 2019
Download data of year: 2018
Download data of year: 2017
Download data of year: 2016
Download data of year: 2015
Download data of year: 2014
Download data of year: 2013
Download data of year: 2012
Download data of year: 2011
Download data of year: 2010
Download data of year: 2009
Download data of year: 2008
Download data of year: 2007

Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -100,959 73,025 2.136562 0.574769
1 equities 1170E1 VIX FUTURES -50,331 -6,429 -0.913057 -0.758398
2 equities 239742 RUSSELL E-MINI -22,452 -1,037 -0.740060 0.318862
3 equities 12460+ DJIA Consolidated 16,753 -3,267 -1.080750 0.676804
4 equities 209742 NASDAQ MINI -2,786 1,903 -1.459876 -1.371236
5 equities 240741 NIKKEI STOCK AVERAGE -2,506 86 0.895210 0.223449
6 rates 043602 UST 10Y NOTE -611,345 -58,689 0.702445 0.783511
7 rates 044601 UST 5Y NOTE -1,293,599 -141,148 -0.724916 -0.028796
8 rates 042601 UST 2Y NOTE -944,081 -24,292 1.056998 1.619206
9 rates 020601 UST BOND -57,125 -31,790 0.595465 1.074405
10 rates 045601 FED FUNDS -73,215 106,714 1.514954 1.433990
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX -1,915 -1,264 -1.893754 -1.229678
13 currencies 097741 JAPANESE YEN -144,432 -14,512 -1.498197 -1.807481
14 currencies 099741 EURO FX 15,440 -13,431 -1.786277 -2.107992
15 currencies 096742 BRITISH POUND 37,356 5,174 -0.081483 0.738643
16 currencies 232741 AUSTRALIAN DOLLAR -103,389 2,336 -1.201299 -1.664004
17 currencies 090741 CANADIAN DOLLAR -53,906 -1,030 -1.869438 -0.731844
18 currencies 095741 MEXICAN PESO 133,660 1,744 1.778834 1.912535
19 currencies 112741 NZ DOLLAR -7,528 -1,504 -1.647551 -0.290611
20 currencies 092741 SWISS FRANC -23,062 -435 -1.500076 -1.469368
21 commodities 133741 BITCOIN 21 1,190 2.606678 1.535978
22 commodities 06765T BRENT LAST DAY -23,887 9,194 -0.777177 0.084423
23 commodities 088691 GOLD 236,574 18,208 1.438603 1.380882
24 commodities 085692 COPPER- #1 21,167 -2,440 1.236911 1.697222
25 commodities 023651 NAT GAS NYME -119,788 -1,308 -0.347590 -0.684000
26 commodities 111659 GASOLINE RBOB 83,766 7,998 2.010341 1.563577
27 commodities 022651 NY HARBOR ULSD 11,808 1,357 -1.160750 -1.654973
28 commodities 084691 SILVER 52,152 4,226 1.630627 2.133166
29 commodities 076651 PLATINUM 10,456 1,873 0.079700 0.217703
30 commodities 002602 CORN -205,314 -10,719 0.581425 -0.490276
31 commodities 005602 SOYBEANS -148,147 -7,103 -0.305667 -1.006099
32 commodities 001602 WHEAT-SRW -63,505 1,522 -1.557639 -0.235033
33 commodities 001612 WHEAT-HRW -36,422 56 -1.665588 -1.533484
34 commodities 057642 LIVE CATTLE 83,919 -6,344 0.742396 0.662192
35 commodities 054642 LEAN HOGS 93,324 13,428 1.285665 1.939248
36 commodities 080732 SUGAR NO. 11 103,899 18,616 2.024411 -0.118201
37 commodities 033661 COTTON NO. 2 92,737 883 0.666790 1.235012
38 commodities 083731 COFFEE C 65,363 11,949 2.520222 1.226281
39 commodities 073732 COCOA 24,398 -2,268 -1.334319 -1.970750
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 1,617 125 0.489991 -0.457701

Plotting plotly¶

[*********************100%%**********************]  1 of 1 completed
[*********************100%%**********************]  1 of 1 completed
[*********************100%%**********************]  1 of 1 completed